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Model Risk Management: Risk Bounds Under Uncertainty
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Model Risk Management: Risk Bounds Under Uncert... 1009367161 Book Cover

Model Risk Management: Risk Bounds Under Uncert...

Edition Description

This book provides the first systematic treatment of model risk, outlining the tools needed to quantify model uncertainty, to study its effects, and, in particular, to determine the best upper and lower risk bounds for various risk aggregation functionals of interest. Drawing...

Edition Details
Format:Hardcover
Language:English
ISBN:1009367161
Format: Hardcover
Condition:
$
133.19
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